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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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110220330440 · Jun 202019922001200920172026
48 results for exponential bounds

New insights into natural exponential families improve regret bounds for bandit problems.

problem Improving regret bounds for bandit problems with subexponential tails.
method Proving self-concordance for natural exponential families and applying to bandits.
result Optimistic algorithms for generalized linear bandits have second-order regret bounds that are free of an exponential dependence on problem parameters.

Improved risk-sensitive RL with exponential Bellman equation and better regret bounds.

problem Exponential gap between upper and lower bounds in risk-sensitive RL.
method Identified and addressed deficiencies in existing algorithms and analysis; developed novel analysis and exploration mechanism.
result Improved regret upper bounds over existing ones.

We prove that the number of combinatorially distinct causal 3-dimensional triangulations homeomorphic to the 3-dimensional sphere is bounded by an exponential function of the number of tetrahedra. It is also proven that the number of combinatorially distinct causal 4-dimensional triangulations homeomorphic to the 4-sph…

2014-08-09abs ↗pdf ↗

The paper proves exponential mixing for hyperbolic manifolds, with applications to geodesic holonomy.

problem Establishing exponential mixing for frame flows on hyperbolic manifolds.
method Using spectral bounds on transfer operators twisted by holonomy, building on Dolgopyat's method.
result Exponential mixing of frame flows for convex cocompact hyperbolic manifolds.

Researchers prove constant solutions for a specific Finslerian equation.

problem Investigating exponentially harmonic functions on Finslerian spaces.
method Analyzing the exponential energy functional and using nonnegative Ricci curvature conditions.
result Any bounded solution to the Finslerian equation is constant.

Study on U-statistics with heavy-tailed samples, providing tail bounds and LDP.

problem Deviation of U-statistics with heavy-tailed samples.
method Exponential tail bounds and Large Deviation Principle (LDP) for U-statistics.
result Obtained an exponential upper bound for U-statistics tail decay, showing two regions of decay.

We give bounds on the number of non-simple closed curves on a negatively curved surface, given upper bounds on both length and self-intersection number. In particular, it was previously known that the number of all closed curves of length at most LL grows exponentially in LL. We get exponentially tighter bounds given…

2015-05-27abs ↗pdf ↗

Improved sample complexity for identifying best policies in risk-sensitive reinforcement learning.

problem Identifying approximately optimal policies in risk-sensitive reinforcement learning with exponential horizon dependence.
method Forward-model based algorithm with KL-based exploration bonuses adapted for entropic criterion, leveraging smoothness properties of exponential utility and a new stopping rule.
result Achieved sample complexity matching the lower bound, closing the gap between upper and lower bounds.

Paper establishes universal lower bounds and optimal rates for clustering sub-exponential mixture models.

problem Achieving optimal error rates in clustering sub-exponential mixture models.
method Establishes universal lower bounds and demonstrates iterative algorithms' optimality in sub-exponential mixture models.
result Iterative algorithms achieve the universal lower bound in sub-exponential mixture models.

Study shows exponential error reduction in multiclass classification without bias-variance trade-off.

problem Multiclass classification with margin conditions.
method Analysis of classification error under hard-margin conditions.
result Exponential decrease in classification error without bias-variance trade-off.

We prove a general connection between the communication complexity of two-player games and the sample complexity of their multi-player locally private analogues. We use this connection to prove sample complexity lower bounds for locally differentially private protocols as straightforward corollaries of results from com…

2019-07-01abs ↗pdf ↗

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Study shows exponential gap in sample complexity between noisy and non-noisy recurrent neural networks.

problem Understanding the impact of noise on the sample complexity of recurrent neural networks.
method Analyzing noisy multi-layered sigmoid recurrent neural networks with independent noise and proving lower bounds.
result Exponential gap in sample complexity between noisy and non-noisy networks, even for small noise values.

The paper studies scaling limits of hedging prices in financial models.

problem Scaling limits of exponential utility indifference prices in financial models.
method Formulated dual problem as stochastic control, solved HJB equation for upper bound, used duality result for lower bound.
result Represented scaling limit in terms of specific relative entropy and constructed asymptotic optimal hedging strategies.

Unified framework for understanding TVO and improving model learning.

problem Improving the tightness and efficiency of variational inference bounds.
method Exponential family interpretation and equal spacing in moment parameters.
result Unified framework and improved gradient estimator for TVO.

Paper improves generalization bounds for noisy stochastic algorithms.

problem Improving generalization bounds for noisy stochastic algorithms.
method Introduces Exponential Family Langevin Dynamics (EFLD) and establishes data-dependent expected stability based generalization bounds.
result Sharp generalization bounds with O(1/n) sample dependence and gradient discrepancy.

New Thompson sampling algorithm reduces regret for exponential family bandits.

problem Minimizing regret in multi-armed bandit problems with exponential family rewards.
method Proposes ExpTS and ExpTS+^+ algorithms using novel sampling distributions.
result Minimizes both finite-time and asymptotic regret for exponential family rewards.

We consider a priori generalization bounds developed in terms of cross-validation estimates and the stability of learners. In particular, we first derive an exponential Efron-Stein type tail inequality for the concentration of a general function of n independent random variables. Next, under some reasonable notion of s…

2017-06-19abs ↗pdf ↗

TensorPlan shows an exponential lower bound for planning in MDPs with linearly realizable value functions.

problem Finding an exponential lower bound for planning in MDPs with linearly realizable value functions.
method TensorPlan and a few action lower bound approach.
result An exponentially large lower bound is shown for planning in MDPs with linearly realizable value functions.

There is accumulating evidence in the literature that stability of learning algorithms is a key characteristic that permits a learning algorithm to generalize. Despite various insightful results in this direction, there seems to be an overlooked dichotomy in the type of stability-based generalization bounds we have in …

2019-03-12abs ↗pdf ↗

The study provides error bounds for the generalized Lasso with sub-exponential data.

problem Analyzing the generalized Lasso under sub-exponential data distributions.
method Non-asymptotic analysis using generic chaining-based proof strategy.
result Error bounds for the generalized Lasso can be controlled by two complexity parameters.

New study shows exponential lower bound for RL even with constant suboptimality gap.

problem Can RL be sample-efficient with a constant suboptimality gap?
method Analyzes reinforcement learning in the online setting with a linearly realizable optimal Q-function.
result An exponential sample complexity lower bound still holds even with a constant suboptimality gap.

New bounds on learning algorithm generalization error derived using information density.

problem Bounding the generalization error of learning algorithms.
method Exponential inequalities and information density/conditional information density.
result Novel bounds on average and tail probability of generalization error.

First order methods can take extremely long to find global minima of non-convex functions.

problem Finding global minimizers of non-convex functions.
method Designing a family of non-convex functions and using statistical lower bounds for parameter estimation.
result First order methods can take exponential time to converge to a global minimizer.

New algorithms achieve high-probability parameter-free regret in online convex optimization with heavy-tailed data.

problem Achieving high-probability parameter-free regret in online convex optimization with heavy-tailed data.
method Developed new regularization techniques to handle exponentially large iterates and heavy-tailed subgradients.
result Achieved regret bound of O(uT1/plog(1/δ))O(\| \mathbf{u} \| T^{1/\mathfrak{p}} \log (1/δ)) with high probability for subgradients with bounded pthp^{th} moments.

New stability bounds for Sinkhorn's algorithm in entropic optimal transport.

problem Stability and convergence of Sinkhorn's algorithm for entropic optimal transport.
method Semiconcavity approach to analyze stability and convergence.
result Exponential convergence of Sinkhorn's algorithm under semiconcavity conditions.

For n > 2, the Dehn functions of Aut(F_n) and Out(F_n) are exponential. Hatcher and Vogtmann proved that they are at most exponential, and the complementary lower bound in the case n=3 was established by Bridson and Vogtmann. Handel and Mosher completed the proof by reducing the lower bound for n>4 to the case n=3. In …

2010-11-05abs ↗pdf ↗

We prove a new lower bound for the dilatation of an arbitrary pseudo-Anosov map on a surface of genus g with n punctures. Our bound improves the former super-exponential dependence on the genus by a polynomial dependence.

2016-10-13abs ↗pdf ↗